0.02Open0.02Pre Close56 Volume739 Open Interest54.00Strike Price120.00Turnover48.37%IV11.03%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0130Delta0.0103Gamma4045.00Leverage Ratio-0.0095Theta-0.0001Rho-52.47Eff Leverage0.0022Vega